Hewlett Packard Enterprise (HPE) Seasonality
Recurring seasonal patterns for HPE — the calendar windows where Hewlett Packard Enterprise has historically tended to rise or fall, with the win rate (how often it repeated) and average return for each, based on the last 10 years of price history.
HPE seasonality at a glance
Over the last 10 years, HPE's strongest seasonal window has been Nov 20 – Dec 10: it ended higher in 9 of 10 years (90% win rate) with an average return of +5.84% across a 20-day hold. On the weak side, HPE has historically declined between Dec 9 – Dec 19, falling in 8 of 10 years (average -2.04%).
In total, our analysis finds 657 recurring seasonal windows for Hewlett Packard Enterprise — 531 bullish and 126 bearish. The next high-win-rate window, Aug 2 – Sep 1, opens in 6 days. These figures describe historical behaviour only — not a forecast.
HPE's upcoming & recent seasonal patterns
Holding period:10-day20-day30-dayOrdered by season — windows opening soon first, plus a couple of recently completed high-performers. Holding-period colors help you compare durations at a glance.
| Status | Seasonal window | Hold | Avg return | Win rate | This year |
|---|---|---|---|---|---|
| Completedended 12d ago | Jun 25 – Jul 15 | 20d | +2.00% | 80% | +1.43% |
| Completedended 21d ago | Jun 16 – Jul 6 | 20d | -1.19% | 80% | -10.81% |
| Upcomingin 6d | Aug 2 – Sep 1 | 30d | +4.53% | 80% | — |
| Upcomingin 7d | Aug 3 – Sep 2 | 30d | +3.91% | 80% | — |
| Upcomingin 8d | Aug 4 – Sep 3 | 30d | +2.95% | 80% | — |
| Upcomingin 9d | Aug 5 – Sep 4 | 30d | +3.97% | 80% | — |
| Upcomingin 10d | Aug 6 – Sep 5 | 30d | +3.13% | 80% | — |
Win rate = how often the pattern repeated in the same direction. Average return = the mean move across all analysed years. Past performance does not guarantee future results.
Explore HPE seasonality in full
See the seasonal curve chart, filter by win rate and return, and track upcoming windows — free during beta.
HPE seasonality FAQ
What has historically been the best month to buy HPE stock?
Based on the last 10 years of price data, HPE's strongest seasonal window starts in November: Nov 20 to Dec 10, which ended higher in 9 of 10 years (90% win rate) with an average return of +5.84%. Past seasonal patterns do not guarantee future performance.
What is HPE's strongest seasonal pattern?
HPE's highest-win-rate pattern in our data is the Nov 20 – Dec 10 window (20-day hold): up in 9 of the last 10 years with an average move of +5.84%.
When has HPE historically performed worst?
HPE's weakest recurring window has been Dec 9 to Dec 19, declining in 8 of 10 years with an average return of -2.04%.
How reliable are HPE's seasonal patterns?
Each HPE pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. HPE currently shows 657 recurring windows (531 bullish, 126 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.
What is HPE stock seasonality?
Stock seasonality is the tendency of a stock to perform in a similar way during the same period each year. By analysing Hewlett Packard Enterprise's price history across many years, SeasonalityX identifies recurring calendar windows — exact start and end dates — where HPE has repeatedly risen (bullish) or fallen (bearish). Each pattern is scored by its win rate and average return so you can judge how reliable and how strong it has been.
Seasonality is one input among many — it works best alongside your own research and risk management. Learn more in our guide to seasonal analysis and the tutorials.